Strategy optimization examples

Mix.install([
  {:quant, "0.1.0-alpha.1"},
  {:explorer, "~> 0.11"},
  {:kino, "~> 0.12"},
  {:decimal, "~> 2.0"},
  {:kino_vega_lite, "~> 0.1.13"},
  {:vega_lite, "~> 0.1.11"}
])

Section

{:ok, df} = Quant.Explorer.history("AAPL", provider: :yahoo_finance, period: "1y")
param_ranges = %{fast_period: 5..20, slow_period: 20..50}
{:ok, results} = Quant.Strategy.Optimization.run_combinations(df, :sma_crossover, param_ranges)

# Find best parameters
best = Quant.Strategy.Optimization.find_best_params(results, :total_return)